This is a pilot study to investigate the effect of antithymocyte globulin (ATG) on the anemia of patients with certain subtypes of the myelodysplastic syndrome (RA and RAEB). There is preliminary data which suggests that it might benefit approximately 30-60% of patients with refractory anemia (RA) or RA with excess blasts (RAEB). In this study, we would like to confirm these observations in view of the high cost associated with ATG therapy. At the same time, we would like to study mechanisms of effect, if any, by performing several ancillary laboratory tests. There have been only 2 patients accrued to the study because of problems with insurance reimbursement of the study medication. We plan to continue the study in an active state.